Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.595 -0.03 99.620 99.640 99.580 433393
Eurodollar GEU5 Sep 2015 99.385 -0.06 99.445 99.475 99.365 398306
Eurodollar GEZ5 Dec 2015 99.150 -0.075 99.225 99.280 99.125 480750
Eurodollar GEH6 Mar 2016 98.915 -0.085 99.000 99.080 98.885 386382
Eurodollar GEM6 Jun 2016 98.675 -0.10 98.790 98.865 98.650 327835
Eurodollar GEU6 Sep 2016 98.450 -0.105 98.555 98.650 98.420 245633
Eurodollar GEZ6 Dec 2016 98.235 -0.115 98.350 98.450 98.205 470342
Eurodollar GEH7 Mar 2017 98.065 -0.12 98.180 98.275 98.030 266812
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'245 b -0'305 127'220 128'055 126'200 27226
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'290 b -0'180 102'140 102'210 101'260 1446
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'235 b -1'065 106'290 107'090 105'220 1573
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0150 a -0.0725 - 99.1025 99.0000 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.6250 a -0.0925 - 98.7350 98.6075 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0950 a -0.1175 - 98.2300 98.0825 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.595 -0.03 99.620 99.640 99.580 433393
Eurodollar GEU5 Sep 2015 99.385 -0.06 99.445 99.475 99.365 398306
Eurodollar GEZ5 Dec 2015 99.150 -0.075 99.225 99.280 99.125 480750
Eurodollar GEH6 Mar 2016 98.915 -0.085 99.000 99.080 98.885 386382
Eurodollar GEM6 Jun 2016 98.675 -0.10 98.790 98.865 98.650 327835
Eurodollar GEU6 Sep 2016 98.450 -0.105 98.555 98.650 98.420 245633
Eurodollar GEZ6 Dec 2016 98.235 -0.115 98.350 98.450 98.205 470342
Eurodollar GEH7 Mar 2017 98.065 -0.12 98.180 98.275 98.030 266812
30-Day Federal Funds ZQG5 Feb 2015 99.8875 0 99.8850 99.8875 99.8850 9705
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.0150 a -0.0725 - 99.1025 99.0000 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.6250 a -0.0925 - 98.7350 98.6075 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0950 a -0.1175 - 98.2300 98.0825 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 162'02 b -3'24 165'13 165'30 161'26 2250
U.S. Treasury Bond ZBH5 Mar 2015 143'09 -2'06 145'13 145'29 143'03 5450
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'245 b -0'305 127'220 128'055 126'200 27226
5-Year U.S. Treasury Note ZFH5 Mar 2015 119'067 -0'170 119'235 120'015 119'027 11744
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'165 -0'047 109'207 109'260 109'152 14251
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'165 a -0'042 - 100'220 100'155 1782
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'290 b -0'180 102'140 102'210 101'260 1446
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'235 b -1'065 106'290 107'090 105'220 1573
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 116'07 b -3'01 119'11 119'12 116'01 399
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.